Questions and Answers - Europa

1 19 July 2021 | ESMA70-1861941480-56 Questions and Answers On MiFIR data reporting ESMA 201-203 rue de Bercy CS 80910 75589 Paris Cedex 12 France Tel. +33 (0) 1 58 36 43 21 2 Date: 19 July 2021 ESMA70-1861941480-56 3 Table of Contents Table of Questions .. 6 1 Introduction ..10 2 LEI of the issuer [Last update: 19/07/2021] ..12 3 Date and time of the request of admission and admission [Last update: 14/12/2017] ..15 4 Instrument identification code and Underlying instrument code [Last update: 02/02/2017] 17 5 Maturity Date, expiry date and termination date [Last update: 04/02/2019]..18 6 Classification of Financial Instruments (CFI) and Financial Instrument Short Name (FISN) [Last update: 02/02/2017].

2 19 7 Request for admission to trading by issuer [Last update: 02/02/2017] ..20 8 Base Point Spread of the index/benchmark of a floating rate bond [Last update: 02/02/2017] ..20 9 Field 23 Seniority of the Bond [Last update: 03/04/2017] ..21 10 Business Case: Inflation Indexed bond [Last update: 03/04/2017] ..21 11 Field 14 and Field 17 Total issued nominal amount [Last update: 26/09/2018] ..22 12 Field 30 Quantity [Last update: 07/07/2017] ..23 13 Reference Data for financial instruments [Last update: 07/07/2017] ..24 14 Financial instruments volatile attributes [Last update: 05/10/2017] ..24 15 FX Swaps reporting [Last update: 26/09/2018] ..26 16 Interest Rate Swaps reporting [Last update: 26/09/2018].

3 29 17 FX forward reporting [Last update: 07/10/2019] ..36 18 Reporting of reference rates not included in RTS 23 and 22 [Last update: 28/05/2021] 39 19 Complex trades [Last update: 04/02/2019] ..42 20 FIRDS fields 8 to 11 [Last update: 26/09/2018] ..43 21 Defined List of Instruments [Last update: 08/04/2019] ..47 22 Transaction reporting [Last update: 28/09/2020] ..48 23 Order Record Keeping [Last update: 07/07/2017] ..72 4 5 Acronyms and definitions used LEI ISO 17 442 Legal Entity Identifier EMIR European Market Infrastructures Regulation Regulation (EU) 648/2012 of the European Parliament and Council on OTC derivatives, central counterparties and trade repositories ESMA The European Markets and Securities Authority GLEIF Global Legal Entity Identifier Foundation ITS Implementing Technical Standards MiFID I Markets in Financial Instruments Directive Directive 2004/39/EC of the European Parliament and of the Council MiFID II Markets in Financial Instruments Directive (recast)

4 Directive 2014/65/EU of the European Parliament and of the Council MiFIR Markets in Financial Instruments Regulation Regulation 600/2014 of the European Parliament and of the Council MAR Market Abuse Regulation Regulation 596/2014 of the European Parliament and of the Council NCA National Competent Authority Q&A Question and answer RTS Regulatory Technical Standards 6 Table of Questions Topic of the Question Level 1/Level 2 issue Last Updated 1 LEI of the issuer MiFIR RTS 231 20/12/2016 LEI of the issuer 2 LEI of an operator of a trading venue or a systematic analyser MiFIR RTS 23 20/12/2016 3 Issuer LEI vs Ultimate Parent LEI MiFIR RTS 23 20/12/2016 4 LEI annual maintenance MiFIR RTS 23 20/12/2016 5 LEI of the branch MiFIR RTS 23 04/02/2019 6 LEI of funds MiFIR RTS 23 19/07/2021 1 Date and time of the request and of the admission of instruments in the past MiFIR RTS 23 20/12/2016 2 Unknown time of the request and of the admission MiFIR RTS 23 20/12/2016 Date and time of the request of admission and admission 3 Coinciding date and time of the request and of the admission MiFIR RTS 23 20/12/2016 4 Date of request for admission to trading MiFIR RTS 23 02/02/2017 5 Date of admission to trading or date of first trade MiFIR RTS 23 02/02/2017 6 Unknown date of

5 Admission MiFIR RTS 23 14/12/2017 1 ISIN, CFI and FISN MiFIR RTS 23 02/02/2017 Instrument identification code and Underlying instrument code 2 Timeline to obtain ISINs MiFIR RTS 23 02/02/2017 3 Underlying Instrument code for future contracts on sovereign bonds MiFIR RTS 23 02/02/2017 1 Please note that, for ease of reference, RTS have been numbered in this document in accordance with the numbering used in the package sent by ESMA to the Commission in September 2015 (ESMA/2015/1464). Readers are nevertheless invited to consult the Commission and European Parliament websites for updated versions of those RTS. 7 Maturity Date, expiry date and termination date 1 Maturity Date for perpetual debt financial instruments MiFIR RTS 23 02/02/2017 2 Bonds traded after maturity MiFIR RTS 23 04/02/2019 3 Non-trading dates MiFIR RTS 23 04/02/2019 4 Termination date MiFIR RTS 23 04/02/2019 5 Financial instruments without a defined expiry date MiFIR RTS 23 29/07/2019 Classification of Financial Instruments and Financial Instrument Short Name 1 CFI MiFIR RTS 23 02/02/2017 Request for admission to trading by issuer 1 Population of Field 8 MiFIR RTS 23 02/02/2017 Base point Spread of the index/benchmark of a floating rate bond 1 Population of field 22 MiFIR RTS 23 02/02/2017 Field 23.

6 Seniority of the Bond 1 Population of field 23 MiFIR RTS 23 03/04/2017 Business Case: Inflation Indexed bond 1 Reporting of Inflation Indexed bonds MiFIR RTS 23 03/04/2017 Field 14 and Field 17 Total issued nominal amount 1 Population of field 14 and field 17 MiFIR RTS 23 25/05/2018 Financial Instruments volatile attributes 1 Fixed rate and strike price MiFIR RTS 23 and 22 04/10/2017 FX Swaps reporting 1 Reference data and transaction reporting scenarios MiFIR RTS 23 and 22 26/09/2018 1 Field 41 MiFIR RTS 23 26/09/2018 8 Interest Rate Swaps reporting 2 Reference data and transaction reporting scenarios MiFIR RTS 23 and 22 26/09/2018 FX Forward reporting 1 Reference data and transaction reporting scenarios MiFIR RTS 23 and 22 07/10/2019 Reporting of reference rates not

7 Included in RTS 23 and 22 1 Reference data and transaction reporting scenarios MiFIR RTS 23 and 22 21/05/2021 Complex trades 1 Complex trades and reporting of instrument reference data for instruments where the execution results in a complex trade MiFIR RTS 23 and 22 04/02/2019 FIRDS fields 8 to 11 1 Population of field 8 to field 11 MiFIR RTS 23 26/09/2018 Defined List of Instruments 1 Reference data reporting MiFIR RTS 23 08/04/2019 1 Price not available at the time of execution MiFIR RTS 22 03/04/2017 Transaction reporting 2 National client identifiers for natural persons MiFIR RTS 22 28/09/2020 3 Circumstances where the buyer and seller in a transaction under Art.

8 26 of MiFIR are the same MiFIR RTS 22 07/07/2017 4 Population of Field 30 Quantity MiFIR RTS 22 07/07/2017 5 OTC derivative contracts MiFIR RTS 22 05/10/2017 6 Portfolio management MiFIR RTS 22 05/10/2017 7 Portfolio management MiFIR RTS 22 10/11/2017 8 Primary issuance MIFIR RTS 22 10/11/2017 9 Corporate events MiFIR RTS 22 10/11/2017 10 Reporting of swaps MiFIR RTS 22 10/11/2017 11 Concept of underlying MiFIR RTS 22 14/12/2017 12 Non-EU branches of EU Investment firms MiFIR RTS 22 14/12/2017 13 Algorithm trading MiFIR RTS 22 28/09/2020 9 Order Record Keeping 1 Actionable Indication of Interest MiFIR RTS 24 07/07/2017 10 1 Introduction Background The final legislative texts of Directive 2014/65/EU2 (MiFID II) and Regulation (EU) No 600/20143 (MiFIR) were approved by the European Parliament on 15 April 2014 and by the European Council on 13 May 2014.

9 The two texts were published in the Official Journal on 12 June 2014 and entered into force on the twentieth day following this publication 2 July 2014. Many of the obligations under MiFID II and MiFIR were further specified in the Commission Delegated Directive4 and two Commission Delegated Regulations5 6, as well as regulatory and implementing technical standards developed by the European Securities and Markets Authority (ESMA). MiFID II and MiFIR, together with the Commission delegated acts as well as regulatory and implementing technical standards will be applicable from 3 January 2018. Purpose The purpose of this document is to promote common supervisory approaches and practices in the application of MiFID II and MiFIR in relation to regulatory data reporting topics.

10 It provides responses to Questions posed by the general public, market participants and competent authorities in relation to the practical application of MiFID II and MiFIR. The content of this document is aimed at competent authorities and firms by providing clarity on the application of the MiFID II and MiFIR requirements. The content of this document is not exhaustive and it does not constitute new policy. Status 2 Directive 2014/65/EU of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments and amending Directive 2002/92/EC and Directive 2011/61/EU. 3 Regulation (EU) No 600/2014 of the European Parliament and of the Council of 15 May 2014 on markets in financial instruments and amending Regulation (EU) N0 648/2012.